You can test to ensure that the SP is running properly and the surrounding environment is correct by accessing https://localhost/Shibboleth.sso/Status from the actual web server machine. You MUST use "localhost" as the hostname or it WILL NOT WORK by default. If this test is successful, then the software is ready for further configuration.
You can also access the Status handler from other clients or using a non-localhost name, but only if you change the
Now you can progress to the Getting Started material, or if you're in the very early stages of evaluation, try a more controlled scenario by using the TestShib IdP. (Note that before using the TestShib IdP, you'll need to complete the first step from Getting Started, setting the entityID attribute in the ApplicationDefaults element of shibboleth2.xml.)
Once you've actually configured the SP with its own settings and metadata from at least one IdP, in order to check that the SP is "working":
Next, you typically place a script inside the protected directory that dumps the web server environment. With PHP for example you could in the easiest case just place a script there with the following:
<?php print_r($_SERVER) ?>
A more advanced version of such a script can be found here.